CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Oct-2011 | 18-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 636-0 | 633-4 | -2-4 | -0.4% | 615-0 |  
                        | High | 645-0 | 646-4 | 1-4 | 0.2% | 648-0 |  
                        | Low | 636-0 | 632-4 | -3-4 | -0.6% | 604-0 |  
                        | Close | 640-4 | 644-0 | 3-4 | 0.5% | 640-0 |  
                        | Range | 9-0 | 14-0 | 5-0 | 55.6% | 44-0 |  
                        | ATR | 18-0 | 17-6 | -0-2 | -1.6% | 0-0 |  
                        | Volume | 131,651 | 180,685 | 49,034 | 37.2% | 922,342 |  | 
    
| 
        
            | Daily Pivots for day following 18-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 683-0 | 677-4 | 651-6 |  |  
                | R3 | 669-0 | 663-4 | 647-7 |  |  
                | R2 | 655-0 | 655-0 | 646-5 |  |  
                | R1 | 649-4 | 649-4 | 645-2 | 652-2 |  
                | PP | 641-0 | 641-0 | 641-0 | 642-3 |  
                | S1 | 635-4 | 635-4 | 642-6 | 638-2 |  
                | S2 | 627-0 | 627-0 | 641-3 |  |  
                | S3 | 613-0 | 621-4 | 640-1 |  |  
                | S4 | 599-0 | 607-4 | 636-2 |  |  | 
        
            | Weekly Pivots for week ending 14-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 762-5 | 745-3 | 664-2 |  |  
                | R3 | 718-5 | 701-3 | 652-1 |  |  
                | R2 | 674-5 | 674-5 | 648-1 |  |  
                | R1 | 657-3 | 657-3 | 644-0 | 666-0 |  
                | PP | 630-5 | 630-5 | 630-5 | 635-0 |  
                | S1 | 613-3 | 613-3 | 636-0 | 622-0 |  
                | S2 | 586-5 | 586-5 | 631-7 |  |  
                | S3 | 542-5 | 569-3 | 627-7 |  |  
                | S4 | 498-5 | 525-3 | 615-6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 648-0 | 622-4 | 25-4 | 4.0% | 14-1 | 2.2% | 84% | False | False | 172,932 |  
                | 10 | 648-0 | 597-0 | 51-0 | 7.9% | 15-0 | 2.3% | 92% | False | False | 166,619 |  
                | 20 | 697-0 | 577-0 | 120-0 | 18.6% | 15-5 | 2.4% | 56% | False | False | 177,976 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.1% | 15-6 | 2.5% | 34% | False | False | 174,356 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.1% | 14-6 | 2.3% | 34% | False | False | 172,321 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.2% | 15-0 | 2.3% | 34% | False | False | 165,571 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.2% | 15-0 | 2.3% | 34% | False | False | 152,066 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.2% | 15-0 | 2.3% | 34% | False | False | 138,580 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 706-0 |  
            | 2.618 | 683-1 |  
            | 1.618 | 669-1 |  
            | 1.000 | 660-4 |  
            | 0.618 | 655-1 |  
            | HIGH | 646-4 |  
            | 0.618 | 641-1 |  
            | 0.500 | 639-4 |  
            | 0.382 | 637-7 |  
            | LOW | 632-4 |  
            | 0.618 | 623-7 |  
            | 1.000 | 618-4 |  
            | 1.618 | 609-7 |  
            | 2.618 | 595-7 |  
            | 4.250 | 573-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 642-4 | 642-6 |  
                                | PP | 641-0 | 641-4 |  
                                | S1 | 639-4 | 640-2 |  |